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Reference Posterior Distributions for Bayesian Inference

Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1979 · Vol. 41(2) · pp. 113–128

José M. Bernardo✉(Universitat de València)

Abstract

Summary A procedure is proposed to derive reference posterior distributions which approximately describe the inferential content of the data without incorporating any other information. More explicitly, operational priors, derived from information-theoretical considerations, are used to obtain reference posteriors which may be expected to approximate the posteriors which would have been obtained with the use of proper priors describing vague initial states of knowledge. The results obtained unify and generalize some previous work and seem to overcome criticisms to which this has been subject.

Advanced Statistical Methods and Models Statistical Methods and Bayesian Inference Bayesian Modeling and Causal InferencePrior probabilityPosterior probabilityBayesian probabilityInferenceComputer scienceBayesian inferencePrior informationBayesian experimental designPosterior predictive distributionBayesian statistics

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